She went deathly pale on hearing the news.

Literal

She [topic-は] that news [object-を] hearing [then-て] deep-blue became.

真っ青 ('deep blue, ashen') uses the intensifier prefix 真っ~ for 'completely, utterly' — same prefix in 真っ白 ('snow white'), 真っ赤 ('crimson'), 真っ黒 ('jet black'). 真っ青になる as an idiom describes a face going from normal to bloodless — stronger than 青ざめる, suggesting a more dramatic, immediate reaction. The blue-equals-pallor convention matches 青ざめる's logic; what English calls 'white as a sheet,' Japanese calls 'turned blue.'